Institute of Mathematical Statistics Lecture Notes - Monograph Series

On the Non-Optimality of Optimal Procedures

Peter J. Huber

Source: Javier Rojo, ed., Optimality: The Third Erich L. Lehmann Symposium (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2009), 31-46.

Abstract

This paper discusses some subtle, and largely overlooked, differences between conceptual and mathematical optimization goals in statistics, and illustrates them by examples.

Keywords: optimality; superefficiency; optimal robustness; breakdown point; optimal design; Bayesian robustness
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.lnms/1249305323
Digital Object Identifier: doi:10.1214/09-LNMS5705

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2010 © Institute of Mathematical Statistics

Institute of Mathematical Statistics Lecture Notes - Monograph Series

Institute of Mathematical Statistics Lecture Notes - Monograph Series